A subclass of type G selfdecomposable distributions on R^d
A class of \(d\)-variate self-decomposable probability distributions that are type \(G\) (infinitely divisible), is introduced and it is characterized in terms of stochastic integrals with respect to Levy processes. Some properties of the class are revealed, pointing out, in particular, that this class is a proper subclass of the class of \(d\)-variate probability distributions that are type \(G\) and self-decomposable, and that, in the univariate case, it is strictly bigger than the class of variance-mixtures of normal distributions, for which the mixing distributions are self-decomposable. As to how this class compares with some of the other known classes of infinitely divisible distributions is also studied.
- Nested subclasses of some subclass of the class of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
- Classes of infinitely divisible distributions on R^d related to the class of selfdecomposable distributions
- Characterizations of subclasses of type \(G\) distributions on \(\mathbb R^d\) by stochastic integral representa\-tions
- The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions
- Factorization property of generalized s-selfdecomposable measures and class L^f distributions
- Additive processes and stochastic integrals
- Characterizations of subclasses of type \(G\) distributions on \(\mathbb R^d\) by stochastic integral representa\-tions
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- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
- Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
- The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions
- Type \(G\) distributions on \({\mathbb R}^d\)
- A note on new classes of infinitely divisible distributions on \(\mathbb{R}^{d}\)
- Generalized Lévy stochastic areas and selfdecomposability.
- On the integral modulus of continuity of infinitely divisible distributions, especially of stochastic integrals
- Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings
- On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes
- The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions
- On certain subclasses of the classes L_c
- Some multivariate infinitely divisible distributions and their projections
- Classes of infinitely divisible distributions and examples
- Fractional integrals and extensions of selfdecomposability
- Correction and addendum to "On mixtures of the normal distribution by the generalized gamma convolutions"
- Nested subclasses of some subclass of the class of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
- Nested subclasses of the class of -selfdecomposable distributions
- Random matrix models of stochastic integral type for free infinitely divisible distributions
- On a new class of tempered stable distributions: moments and regular variation
- Random matrix models for datasets with fixed time horizons
- scientific article; zbMATH DE number 5205670 (Why is no real title available?)
- Classes of infinitely divisible distributions on R^d related to the class of selfdecomposable distributions
- The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions
- Characterizations of subclasses of type \(G\) distributions on \(\mathbb R^d\) by stochastic integral representa\-tions
- Stochastic integral and series representations for strictly stable distributions
- Fixed points of mappings of infinitely divisible distributions on
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